+57.3%
DRAM vs UMAC
-0.9%
+58.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.1% |
| 7D | +18.0% | +10.1% | +7.8% | +15.3% |
| 30D | -17.4% | -39.1% | +21.8% | -8.4% |
| 3M | -20.3% | -56.2% | +35.9% | -8.2% |
| 6M | -14.9% | -16.2% | +1.3% | -8.7% |
| All | +57.3% | -0.9% | +58.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling